+2,766.8%
AEIS vs FHN
+340.7%
+2,426.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.4% |
| 30D | -14.6% | -4.7% | -9.9% | -12.8% |
| 3M | -12.4% | +3.5% | -16.0% | -13.7% |
| 6M | -15.0% | +7.8% | -22.8% | -17.3% |
| YTD | +34.3% | +5.9% | +28.4% | +31.4% |
| 1Y | +87.4% | +12.5% | +74.9% | +77.7% |
| 3Y | +139.8% | +117.2% | +22.6% | +71.9% |
| 5Y | +220.7% | +86.5% | +134.2% | +123.4% |
| 10Y | +531.6% | +125.7% | +405.9% | +282.0% |
| All | +2,766.8% | +340.7% | +2,426.2% | +958.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling